Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions Export

@article{citeulike:5433083, abstract = {An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.}, archivePrefix = {arXiv}, author = {Sheena, Yo and Takemura, Akimichi}, citeulike-article-id = {5433083}, citeulike-linkout-0 = {http://arxiv.org/abs/0908.1701}, citeulike-linkout-1 = {http://arxiv.org/pdf/0908.1701}, day = {12}, eprint = {0908.1701}, keywords = {admissible, distributions, eigenvalues, estimator, for, matrix, multivariate, normal, of, the, variance-covariance}, month = {Aug}, posted-at = {2009-08-13 19:03:48}, priority = {2}, title = {Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions}, url = {http://arxiv.org/abs/0908.1701}, year = {2009} }

TY - JOUR ID - citeulike:5433083 L3 - citeulike-article-id:5433083 N2 - An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss. TI - Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions KW - admissible KW - distributions KW - eigenvalues KW - estimator KW - for KW - matrix KW - multivariate KW - normal KW - of KW - the KW - variance-covariance AU - Sheena, Yo AU - Takemura, Akimichi PY - 2009/Aug/12/ UR - http://arxiv.org/abs/0908.1701 ER -